+6.2%
PFE vs EXE
+192.2%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | +3.8% | +6.4% | -2.5% | +3.5% |
| 3M | +10.4% | +9.2% | +1.1% | +9.8% |
| 6M | +6.3% | -7.0% | +13.2% | +6.6% |
| YTD | +17.4% | -9.5% | +26.8% | +17.8% |
| 1Y | +21.1% | +6.2% | +14.9% | +20.4% |
| 3Y | -1.6% | +20.7% | -22.3% | -3.4% |
| 5Y | -22.2% | +103.6% | -125.8% | -23.4% |
| All | +6.2% | +192.2% | -186.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling